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second run; improving behaviour at different places

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mxmehl
2015-03-06 13:40:22 +02:00
parent e3ff17df48
commit 42bfe4c773
5 changed files with 233 additions and 231 deletions
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issuecomp-3-calc.R
+7 -7
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@@ -72,19 +72,19 @@ stats_entropy <- melt(stats_entropy, id="date")
g1 <- ggplot(data = stats_entropy, aes(x=date,y=value,colour=variable, group=variable)) +
geom_line() +
geom_smooth(size=1,formula = y ~ x, method="loess", se=FALSE, color=1)
# g1
g1
# VAR ---------------------------------------------------------------------
test <- VAR(issues[,2:32], p=1, type=c("const", "trend", "both", "none"), season=NULL, exogen = NULL, lag.max = NULL, ic = c("AIC", "HQ", "SC", "FPE"))
test <- VAR(issues_i[,2:22], p=1, type="none", exogen = issues_s[,2:3])
test <- VAR(issues_s[,2:11], p=1, type="none")
test <- VAR(issues[,2:32], p=1, type="none")
VAR(issues_s[,2:11], p=1, type=c("const", "trend", "both", "none"), season=NULL, exogen = issues_i[2:22])
# test <- VAR(issues[,2:32], p=1, type=c("const", "trend", "both", "none"), season=NULL, exogen = NULL, lag.max = NULL, ic = c("AIC", "HQ", "SC", "FPE"))
# test <- VAR(issues_i[,2:22], p=1, type="none", exogen = issues_s[,2:3])
# test <- VAR(issues_s[,2:11], p=1, type="none")
test <- VAR(issues[,2:44], p=1, type="none")
# VAR(issues_s[,2:23], p=1, type=c("const", "trend", "both", "none"), season=NULL, exogen = issues_i[2:22])
plot(irf(test, impulse = names(issues_s[2:11]), response = names(issues_i[2:22])))
plot(irf(test, impulse = names(issues_s[2:23]), response = names(issues_i[2:22])))
capture.output(print(summary(test), prmsd=TRUE, digits=1), file="out.txt")